fmbasics: Financial Market Building Blocks

Implements basic financial market objects like currencies, currency pairs, interest rates and interest rate indices. You will be able to use Benchmark instances of these objects which have been defined using their most common conventions or those defined by International Swap Dealer Association (ISDA, <>) legal documentation.

Package details

AuthorImanuel Costigan [aut, cre]
MaintainerImanuel Costigan <[email protected]>
Package repositoryView on CRAN
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fmbasics documentation built on Jan. 6, 2018, 9:03 a.m.